23 citations · 101 across the 15 of their papers we have counts for
5 papers · 1 filter
The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations
Aurel Rascanu, Eduard Rotenstein
Using the Fitzpatrick function, we characterize the solutions for different classes of deterministic and stochastic differential equations driven by maximal monotone operators (or…
Viability for stochastic differential equations driven by fractional Brownian motion
Ioana Ciotir, Aurel Rascanu
In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H <…
Stochastic approach for a multivalued Dirichlet-Neumann problem
Lucian Maticiuc, Aurel Rascanu
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequality with a nonlinear multivalued Neumann-Dirichlet boundary condition:% {equation*…
Backward stochastic variational inequalities with locally bounded generators
Lucian Maticiuc, Aurel Rascanu, Adrian Zalinescu
The paper deals with the existence and uniqueness of the solution of the backward stochastic variational inequality: \begin{equation} \left\{\begin{array} {l}-dY_{t}+\partial φ(Y_{…
Viscosity solutions for systems of parabolic variational inequalities
Lucian Maticiuc, Etienne Pardoux, Aurel Răşcanu +1
In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\pa…